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isPartOf:"International journal of theoretical and applied finance"
~accessRights:"restricted"
~subject:"Multivariate Verteilung"
~subject:"Theory"
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Multivariate Verteilung
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Credit derivative
10
Kreditderivat
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credit default swaps
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credit default swap
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Bielecki, Tomasz R.
1
Brigo, Damiano
1
Cialenco, Igor
1
Feng, Shibi
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Gapeev, Pavel V.
1
Huang, Wen-Li
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Jeanblanc, Monique
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Khedher, Asma
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Kim, Sung Ik
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Kim, Young Shin
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Liu, Wen-Qiong
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Mai, Jan-Frederik
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Michielon, Matteo
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International journal of theoretical and applied finance
Journal of banking & finance
8
Discussion paper / Centre for Economic Policy Research
7
Journal of financial economics
7
Journal of empirical finance
5
The journal of credit risk : published quarterly by Incisive Media
5
Computational economics
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Finance research letters
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International review of financial analysis
4
Quantitative finance
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Review of derivatives research
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SpringerLink / Bücher
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The Oxford handbook of credit derivatives
4
The journal of corporate finance : contracting, governance and organization
4
Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
3
International journal of financial engineering
3
Journal of financial markets
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Journal of financial services research : JFSR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The accounting review : a publication of the American Accounting Association
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The journal of financial market infrastructures
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Annals of finance
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Applied quantitative finance
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Economic modelling
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Economic systems
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IMA journal of management mathematics
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Journal of risk
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Quantitatives Controlling
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
3
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
5
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
6
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
7
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
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